ISBN: 9783032123305 - quantitative methods for finance with simulations ii: numerical methods and monte carlo integration (springer texts in business and economics) (9 resultados)

Hardcover. Condición: new. Hardcover. This self-contained book is the second of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods. This volume covers numerical methods, including numerical solutions of ordinary and partial differential equations such as the BlackScholesMerton equation, as well as stochastic differential equations, Monte Carlo methods, estimation of implied volatility, stochastic volatility models, and Fourier transform methods for option pricing. The numerical methods are implemented in both Matlab and Python. Background in mathematics is included in the appendices and the level of familiarity with computer programming is kept to a minimum. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Condición: New.

Hardcover. Condición: Brand New. 657 pages. 6.48x1.29x9.27 inches. In Stock.

Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This self-contained book is the second of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods.This volume covers numerical methods, including numerical solutions of ordinary and partial differential equations such as the Black Scholes Merton equation, as well as stochastic differential equations, Monte Carlo methods, estimation of implied volatility, stochastic volatility models, and Fourier transform methods for option pricing. The numerical methods are implemented in both Matlab and Python. Background in mathematics is included in the appendices and the level of familiarity with computer programming is kept to a minimum. 618 pp. Englisch. …

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt.

Buch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This self-contained book is the second of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods.This volume covers numerical methods, including numerical solutions of ordinary and partial differential equations such as the Black Scholes Merton equation, as well as stochastic differential equations, Monte Carlo methods, estimation of implied volatility, stochastic volatility models, and Fourier transform methods for option pricing. The numerical methods are implemented in both Matlab and Python. Background in mathematics is included in the appendices and the level of familiarity with computer programming is kept to a minimum. …

Buch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This self-contained book is the second of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods. This volume covers numerical methods, including numerical solutions of ordinary and partial differential equations such as the BlackScholesMerton equation, as well as stochastic differential equations, Monte Carlo methods, estimation of implied volatility, stochastic volatility models, and Fourier transform methods for option pricing. The numerical methods are implemented in both Matlab and Python. Background in mathematics is included in the appendices and the level of familiarity with computer programming is kept to a minimum. 660 pp. Englisch. …

Condición: New. Print on Demand.

Condición: New. PRINT ON DEMAND.